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Direxion Shares ETF Trust Direxion Daily GOOGL Bear 1X ETF GGLS

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Market dataready · fetched 2026-11-11T13:48:52.696Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:22:38.632184414Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:52.340150+00:00

Share price$67.78
1D
Price history unavailable.

Direxion Shares ETF Trust Direxion Daily GOOGL Bear 1X ETF options

Live interpolated GGLS call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily GOOGL Bear 1X ETF$0.31$1.77$3.24$4.70$6.16$61.00$64.30$67.61$70.92$74.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GGLS spot · $67.78GGLS PRICE$0.51$0.64$0.83$1.07$1.40$1.68$1.87$2.19$2.56$3.02$3.64$4.47$5.74$0.47$0.58$0.72$0.91$1.10$1.18$1.26$1.49$1.78$2.03$2.24$2.45$2.72
PutsCheap0.62×
CallsExpensive1.21×
SkewBullish-16.41 pp
Implied moveBullish±$3.13
TiltBullish22.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1743.9%7.2%64.5837.9%5.4%
25Δ71.0741.7%5.8%65.4135.3%4.4%
30Δ70.4042.1%5.1%66.0534.4%3.6%
35Δ69.8143.8%4.6%66.5234.8%3.2%
40Δ69.3047.5%4.3%67.0035.1%2.8%
45Δ68.7248.6%3.9%67.4532.0%2.2%
50Δ68.0246.0%3.1%67.8928.9%1.7%
55Δ67.4046.1%2.7%68.3228.8%1.4%
60Δ66.7746.7%2.3%68.7429.6%1.2%
65Δ66.0848.1%1.9%69.1429.6%1.0%
70Δ65.2750.5%1.7%69.5128.3%0.8%
75Δ64.2754.3%1.4%69.8726.9%0.5%
80Δ62.8661.1%1.2%70.2525.5%0.4%

20Δ

Calls
Pseudo strike
72.17
IV
43.9%
B/E move
7.2%
Puts
Pseudo strike
64.58
IV
37.9%
B/E move
5.4%

25Δ

Calls
Pseudo strike
71.07
IV
41.7%
B/E move
5.8%
Puts
Pseudo strike
65.41
IV
35.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
70.40
IV
42.1%
B/E move
5.1%
Puts
Pseudo strike
66.05
IV
34.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
69.81
IV
43.8%
B/E move
4.6%
Puts
Pseudo strike
66.52
IV
34.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
69.30
IV
47.5%
B/E move
4.3%
Puts
Pseudo strike
67.00
IV
35.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
68.72
IV
48.6%
B/E move
3.9%
Puts
Pseudo strike
67.45
IV
32.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
68.02
IV
46.0%
B/E move
3.1%
Puts
Pseudo strike
67.89
IV
28.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
67.40
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
68.32
IV
28.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
66.77
IV
46.7%
B/E move
2.3%
Puts
Pseudo strike
68.74
IV
29.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
66.08
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
69.14
IV
29.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
65.27
IV
50.5%
B/E move
1.7%
Puts
Pseudo strike
69.51
IV
28.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
64.27
IV
54.3%
B/E move
1.4%
Puts
Pseudo strike
69.87
IV
26.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.86
IV
61.1%
B/E move
1.2%
Puts
Pseudo strike
70.25
IV
25.5%
B/E move
0.4%

Options history

IV · four-Friday blend34.56%
Daily close
GGLS28.0%33.6%39.2%2026-08-13: 30.26%2026-08-14: 28.77%2026-08-17: 30.17%2026-08-18: 31.23%2026-08-19: 30.24%2026-08-20: 33.12%2026-08-21: 31.31%2026-08-24: 31.78%2026-08-25: 31.12%2026-08-26: 30.74%2026-08-27: 30.30%2026-08-28: 30.47%2026-08-31: 30.60%2026-09-01: 30.14%2026-09-02: 30.17%2026-09-03: 30.17%2026-09-04: 29.76%2026-09-08: 31.67%2026-09-09: 32.12%2026-09-10: 31.17%2026-09-11: 30.58%2026-09-14: 31.95%2026-09-15: 32.12%2026-09-16: 32.60%2026-09-17: 34.21%2026-09-18: 32.46%2026-09-21: 32.69%2026-09-22: 32.91%2026-09-23: 33.66%2026-09-24: 32.38%2026-09-25: 32.63%2026-09-28: 32.45%2026-09-29: 32.10%2026-09-30: 33.09%2026-10-01: 32.70%2026-10-02: 31.90%2026-10-05: 32.39%2026-10-06: 32.19%2026-10-07: 33.20%2026-10-08: 32.64%2026-10-09: 32.51%2026-10-12: 33.62%2026-10-13: 35.16%2026-10-14: 34.53%2026-10-15: 36.62%2026-10-16: 36.63%2026-10-19: 38.11%2026-10-20: 37.61%2026-10-21: 36.84%2026-10-22: 37.71%2026-10-23: 37.49%2026-10-26: 38.40%2026-10-27: 37.80%2026-10-28: 38.07%2026-10-30: 34.56%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.26%
28.77%
30.17%
31.23%
30.24%
33.12%
31.31%
31.78%
31.12%
30.74%
30.30%
30.47%
30.60%
30.14%
30.17%
30.17%
29.76%
31.67%
32.12%
31.17%
30.58%
31.95%
32.12%
32.60%
34.21%
32.46%
32.69%
32.91%
33.66%
32.38%
32.63%
32.45%
32.10%
33.09%
32.70%
31.90%
32.39%
32.19%
33.20%
32.64%
32.51%
33.62%
35.16%
34.53%
36.62%
36.63%
38.11%
37.61%
36.84%
37.71%
37.49%
38.40%
37.80%
38.07%
34.56%